BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,096
COMMITMENTS
1,004 1,088 888 4,296 4,243 6,189 6,219 906 876
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -846)
-24 -159 -93 -637 -511 -754 -763 -93 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 15.3 12.5 60.5 59.8 87.2 87.7 12.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 9 8 19 19 29 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,856
COMMITMENTS
15,348 6,782 14,020 16,381 16,788 45,750 37,589 6,107 14,267
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -8,699)
-2,111 -2,166 -2,471 -2,633 -1,363 -7,215 -6,001 -1,483 -2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 13.1 27.0 31.6 32.4 88.2 72.5 11.8 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 27 38 35 25 79 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,760
COMMITMENTS
663 1,218 1,396 4,738 4,274 6,797 6,888 963 872
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,477)
-25 -212 -372 -1,069 -754 -1,465 -1,337 -12 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 15.7 18.0 61.1 55.1 87.6 88.8 12.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 15 15 20 20 36 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 301,629
COMMITMENTS
91,664 22,129 85,032 99,067 153,538 275,764 260,699 25,866 40,930
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 21,691)
11,120 -1,276 7,907 377 13,529 19,404 20,160 2,288 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 7.3 28.2 32.8 50.9 91.4 86.4 8.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
126 61 123 92 99 291 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,325
COMMITMENTS
87,172 44,728 75,960 117,108 141,509 280,240 262,198 32,085 50,128
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -33,678)
-2,022 328 -25,921 -5,106 -9,845 -33,049 -35,439 -629 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 14.3 24.3 37.5 45.3 89.7 84.0 10.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
113 86 121 134 135 305 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,611
COMMITMENTS
2,341 1,034 664 962 2,800 3,967 4,498 1,644 1,113
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -63)
-355 103 -26 96 -101 -285 -24 221 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 18.4 11.8 17.1 49.9 70.7 80.2 29.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
36 8 12 14 22 57 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,284
COMMITMENTS
15,110 13,754 9,706 16,195 9,955 41,011 33,414 7,273 14,870
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 1,859)
268 267 142 1,164 556 1,574 965 285 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 28.5 20.1 33.5 20.6 84.9 69.2 15.1 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
56 48 47 77 69 154 151
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 41,388
COMMITMENTS
1,929 17,196 6,144 32,296 13,770 40,369 37,110 1,019 4,278
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -5,213)
-667 -3,326 -1,024 -3,326 49 -5,016 -4,300 -197 -913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 41.5 14.8 78.0 33.3 97.5 89.7 2.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 32 23 26 29 53 67
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,144
COMMITMENTS
8,086 3,908 2,586 20,919 26,088 31,591 32,582 2,553 1,562
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 5,200)
-171 990 2,436 1,174 1,080 3,439 4,506 1,761 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 11.4 7.6 61.3 76.4 92.5 95.4 7.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 4 3 7 11 15 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 152,457
COMMITMENTS
36,308 14,778 20,143 61,793 90,401 118,244 125,323 34,212 27,134
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 749)
-900 3,733 5,032 -2,560 -3,863 1,573 4,902 -824 -4,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 9.7 13.2 40.5 59.3 77.6 82.2 22.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 19 23 24 25 63 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,851
COMMITMENTS
20,893 31,301 3,380 32,533 9,695 56,806 44,376 8,044 20,474
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 4,072)
-2,452 6,839 1,239 4,418 -3,373 3,205 4,705 868 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 48.3 5.2 50.2 15.0 87.6 68.4 12.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 16 7 12 13 25 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,536
COMMITMENTS
22,405 81,698 10,619 104,921 43,128 137,945 135,445 4,592 7,092
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,508)
2,132 5,998 -617 -3,005 -6,931 -1,489 -1,550 -18 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 57.3 7.5 73.6 30.3 96.8 95.0 3.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 61 24 21 21 72 101
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 281,027
COMMITMENTS
36,088 100,779 30,901 195,555 112,613 262,544 244,292 18,483 36,735
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 7,014)
817 33,565 3,441 3,969 -27,988 8,227 9,018 -1,214 -2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 35.9 11.0 69.6 40.1 93.4 86.9 6.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 43 30 30 38 72 97
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,348
COMMITMENTS
65,923 24,758 27,400 86,211 127,573 179,534 179,731 31,814 31,618
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 11,043)
23,372 -1,043 -5,042 -9,006 17,718 9,324 11,633 1,718 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 11.7 13.0 40.8 60.4 84.9 85.0 15.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 35 25 31 39 82 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 439,240
COMMITMENTS
90,929 161,265 53,483 233,996 150,052 378,408 364,800 60,832 74,441
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 113)
-3,680 34,119 -4,330 1,224 -36,690 -6,786 -6,900 6,900 7,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 36.7 12.2 53.3 34.2 86.2 83.1 13.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
60 86 58 58 60 151 173
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,815
COMMITMENTS
8,683 2,176 3,629 8,856 21,457 21,168 27,262 10,647 4,553
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 3,759)
-861 270 2,888 692 584 2,719 3,742 1,040 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 6.8 11.4 27.8 67.4 66.5 85.7 33.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 6 10 8 18 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,709
COMMITMENTS
18,021 5,173 759 8,019 20,885 26,799 26,817 910 892
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -15,003)
-1,678 -14,808 50 -13,209 -37 -14,837 -14,795 -166 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 18.7 2.7 28.9 75.4 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 8 3 5 5 14 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,750
COMMITMENTS
38,562 30,026 4,671 9,710 19,654 52,943 54,351 4,807 3,399
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 13,146)
6,643 3,611 4,542 649 5,154 11,834 13,307 1,312 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 52.0 8.1 16.8 34.0 91.7 94.1 8.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
35 20 7 12 15 50 39
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,499,527
COMMITMENTS
956,472 1436487 8863707 8894570 7951869 18714749 18252064 784,778 1247463
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -722,600)
84,691 48,826 -721,983 -51,865 3,100 -689,157 -670,056 -33,443 -52,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.4 45.5 45.6 40.8 96.0 93.6 4.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
70 94 121 146 156 284 308
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 973,628
COMMITMENTS
105,356 109,245 132,560 627,751 610,808 865,667 852,613 107,961 121,015
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 67,189)
-4,838 11,079 10,646 48,206 34,882 54,014 56,608 13,174 10,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.2 13.6 64.5 62.7 88.9 87.6 11.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
137 180 167 260 262 495 512
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 207,668
COMMITMENTS
13,522 11,809 47,045 111,158 106,654 171,725 165,508 35,942 42,159
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 27,490)
850 152 7,673 16,445 9,891 24,968 17,716 2,522 9,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.7 22.7 53.5 51.4 82.7 79.7 17.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 15 25 43 42 77 68
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,829,802
COMMITMENTS
476,752 504,760 409,995 2582962 2520769 3469709 3435523 360,093 394,279
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 198,493)
-42,289 40,785 28,718 158,802 124,955 145,231 194,458 53,261 4,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 13.2 10.7 67.4 65.8 90.6 89.7 9.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
130 171 156 252 252 471 490
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,421
COMMITMENTS
9,828 3,681 207 67,398 81,424 77,433 85,312 10,988 3,109
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 3,877)
-108 -753 -257 3,440 4,488 3,075 3,478 802 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.2 0.2 76.2 92.1 87.6 96.5 12.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 6 2 54 38 68 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,740
COMMITMENTS
19,907 7,310 1,365 24,874 38,080 46,146 46,755 5,594 4,985
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 2,205)
448 -1,249 -201 1,437 4,296 1,683 2,846 522 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 14.1 2.6 48.1 73.6 89.2 90.4 10.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
66 54 24 72 72 145 143
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,701
COMMITMENTS
99,533 36,549 6,826 124,370 190,401 230,729 233,775 27,972 24,925
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 11,027)
2,238 -6,244 -1,006 7,184 21,478 8,415 14,228 2,611 -3,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 14.1 2.6 48.1 73.6 89.2 90.4 10.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
66 54 24 72 72 145 143
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,252
COMMITMENTS
35,485 50,981 16,174 60,179 40,658 111,838 107,812 24,414 28,440
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,737)
-7,103 3,576 -1,191 5,947 -5,046 -2,348 -2,662 -390 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 37.4 11.9 44.2 29.8 82.1 79.1 17.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 30 20 17 20 53 60
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,713
COMMITMENTS
11,984 3,990 2,918 18,979 25,887 33,881 32,795 6,832 7,918
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 5,197)
-276 -687 2,840 3,375 2,569 5,939 4,722 -742 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 9.8 7.2 46.6 63.6 83.2 80.6 16.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 10 7 16 14 34 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 97,456
COMMITMENTS
17,091 10,885 1,507 70,111 21,469 88,709 33,861 8,747 63,595
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 4,949)
-2,083 2,928 610 6,592 1,995 5,119 5,533 -170 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 11.2 1.5 71.9 22.0 91.0 34.7 9.0 65.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 16 11 37 22 67 44
Updated June 10, 2016